Abstract:Quantitative investment is a popular choice in the construction of current stock investment strategy, which uses model and computer technology to realize the investment process. A trading strategy model based on Bollinger band channel is constructed, and the data of 220 trading days from January 1, 2021 to November 30, 2021 of Guiyang Bank stock is taken as the research object for simulation experiment. It is compared and analyzed with the EMA system strategy. The empirical results show that the EMA system strategy performs better than the Bollinger band channel strategy for the stock investment decision of Guiyang Bank, but the advantage is not obvious. Diversified strategies should be used to reduce risk in real investment.